Applied Nonparametric Instrumental Variables Estimation

By Joel L. Horowitz. 2011

195 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/104fcb217593deb6ae2ecf27f98d48ec233da5c4

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In Economics and Econometrics

Citations in the corpus

Testing the quantity–quality model of fertility: Estimation using unrestricted family size models (2016, background): “A considerable literature discusses how to nonparametrically estimate a model yi = f (si) using IV, where f (·) is an unknown function of the endogenous variables (e.g., Horowitz (2009), Newey and Powell (2003)).”
A review of instrumental variable estimators for Mendelian randomization (2015, methodology): “Although non-linear parametric two-stage IV methods have been proposed, inferences based on such methods have been shown to be highly sensitive to the choice of parameterization.(105,106) Equally, non-parametric two-stage IV methods have been explored,(107) but evidence on the shape of the causal re”
Nonparametric Instrumental Variable Estimation Under Monotonicity (2015, methodology): “Departing from the existing literature on the estimation of the NPIV model, we assume that the function g is increasing1 and consider a constrained estimator ĝc of g that is similar to the unconstrained sieve estimators of Blundell, Chen, and Kristensen (2007) and Horowitz (2012) but that enforces t”
Instrumental Variables: An Econometrician's Perspective (2014, unknown): “Key references to this literature are Brown (1983), Roehrig (1988), Newey and Powell (2003), Chesher (2003, 2010), Benkard and Berry (2006), Matzkin (2003, 2007), Altonji and Matzkin (2005), Imbens and Newey (2009), Hoderlein and Mammen (2007), Horowitz (2011) and Horowitz and Lee (2007).”
Nonparametric Instrumental Variables Estimation (2013, background): “Like Horowitz (2011) without density weighting; see also Newey and Powell (1989).”
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression (2015, unknown): “…the conditional densities of the regressors and instrumental variables must be implemented separately for each value of z (Hall and Horowitz (2005), Horowitz (2011), Gagliardini and Scaillet (2012)). where ρxw|z = ρxw − ρxzρwz√( 1 − ρ2xz )( 1 − ρ2wz ) is the partial correlation between X1i and W1i…”
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models (2014, unknown): “Under mild conditions (see, e.g., Newey and Powell (2003), Blundell et al. (2007), Darolles et al. (2011), Horowitz (2011)), the minimal eigenvalue of Dn, λmin(Dn), goes to zero while λmin(Dn,ex) stays strictly positive as k(n)→ ∞.”